urllib.urlopen and proxies

[Paul Moore]

I've just looked at urllib for the first time. I was pleased to find
that it automatically picks up my proxy configuration from the system
(this is ActiveState's Python 2.0 on Windows 2000). However, I have a
problem - my proxy requires a user name and password, and there is no
place that I can see to enter them. So all I get back from urlopen()
is the polite "you need authorisation" message that our proxy gives
:-(

Can anyone tell me how to pass a proxy userid and password to
urllib.urlopen()?

Thanks,
Paul Moore